Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
From MaRDI portal
Publication:5266725
DOI10.1109/TAC.2003.817938zbMATH Open1364.49042MaRDI QIDQ5266725FDOQ5266725
E. F. Tuesta, Oswaldo Luiz V. Costa
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cited In (15)
- Active mode observability of switching linear systems
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- Active mode observation of switching systems based on set-valued estimation of the continuous state
- Finite horizon optimal control of non-linear discrete-time switched systems using adaptive dynamic programming with ε-error bound
- Distributed output feedback control of Markov jump multi-agent systems
- Regulation in bimodal systems
- Analysis and synthesis of switched linear control systems
- Decision-control mechanism for Markovian jump linear systems with Gaussian noise
- Quadratic optimal control of switched linear stochastic systems
- Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon
- Optimal output feedback control for networked control systems with dual multi-memoryless channels
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- H∞ control of continuous-time Markov jump linear systems with detector-based mode information
- On the control of Markov jump linear systems with no mode observation: application to a DC Motor device
- Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
This page was built for publication: Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266725)
